Frosted Hazel · strategy profile

Frosted Hazel · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.5%	−55	3	1
This month	−0.6%	−66	20	7
This year	−6.4%	−753	145	56

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.2	+0.7	−1.0	−0.1	−2.1	+0.8	+0.7	+1.7	+2.4	+1.6	−1.1	+0.5	+4.1
2023	+0.2	+1.3	−0.2	−0.5	−1.1	−1.1	−1.0	+1.1	+0.6	+1.0	−1.8	−0.7	−2.0
2024	+1.1	+0.4	+0.2	−0.9	−1.1	+0.1	−0.6	−1.4	+1.0	+0.4	−0.9	+0.9	−0.8
2025	+1.8	−0.8	−0.4	−2.7	−1.4	−1.1	−0.2	0.0	−0.7	+0.6	−0.7	−1.4	−6.8
2026	−2.1	−0.5	+0.3	−2.6	+0.4	+1.0	−0.7	−1.3	−0.6	−0.6	0.0	·	−6.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −17.7%.

Max daily drawdown: −1.7%
Max weekly drawdown: −1.8%
Max drawdown · equity: −17.7%
Max drawdown · balance: −17.7%
Absolute drawdown: −$1,887
Longest drawdown: 1318 days · Oct
Recovery factor: −0.7
Max simultaneous risk: 0.6%

Symbol split

90 days

USDCAD

100%+11.7%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 20% · Thu 22% · Fri 19% · 47% in the New York session

Behaviour

from 925 trades

✓ Losers not held longer than winners! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 1% · 4–12h 88% · over 12h 12%. Automated share 100%.

Statistics925 closed trades

Trades925

Won / lost401 / 524

Long win rate43% (925)

Short win rate0% (0)

Avg win+$21.8 · 30.0 pip

Avg loss−$18.9 · −25.0 pip

Best trade+$147 · Sep 13

Worst trade−$78 · Jul 13

Total pips−1,087

Lots92.5

Commission + swap−$358

Expectancy / trade−$1.3

Profit factor0.88

Sharpe−0.86daily returns, annualised

Z-score2.2 (98%)dependence between runs

Standard deviation$27.0

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.7

Winning streak8 (+$147)

Losing streak11 (−$129)

Avg holding time16h 41m

Trades / week3.7

Risk / trade0.6%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 15:30	USDCAD	BUY	0.1	1.39717 → 1.39524	12h 0m	−19.3	−$14	—
Oct 29 14:45	USDCAD	BUY	0.1	1.39822 → 1.39901	12h 0m	+7.9	+$6	—
Oct 29 00:45	USDCAD	BUY	0.1	1.40371 → 1.39936	12h 0m	−43.5	−$33	—
Oct 27 16:45	USDCAD	BUY	0.1	1.40141 → 1.40447	12h 0m	+30.6	+$22	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40077 → 1.40390	2.4 days	+31.3	+$22	—
Oct 23 09:30	USDCAD	BUY	0.1	1.40074 → 1.40059	12h 0m	−1.5	−$1	—
Oct 22 21:15	USDCAD	BUY	0.1	1.40214 → 1.40051	12h 0m	−16.3	−$12	—
Oct 22 09:00	USDCAD	BUY	0.1	1.40433 → 1.40164	12h 0m	−26.9	−$19	—
Oct 20 18:00	USDCAD	BUY	0.1	1.40792 → 1.40604	12h 0m	−18.8	−$13	—
Oct 19 23:15	USDCAD	BUY	0.1	1.40839 → 1.41049	12h 0m	+21	+$14	—
Oct 19 10:00	USDCAD	BUY	0.1	1.41188 → 1.40954	12h 0m	−23.4	−$17	—
Oct 16 16:15	USDCAD	BUY	0.1	1.41818 → 1.41564	12h 0m	−25.4	−$18	—
Oct 16 03:00	USDCAD	BUY	0.1	1.41963 → 1.41863	12h 0m	−10	−$8	—
Oct 15 13:00	USDCAD	BUY	0.1	1.42109 → 1.42058	12h 0m	−5.1	−$4	—
Oct 14 14:15	USDCAD	BUY	0.1	1.42054 → 1.42863	12h 0m	+80.9	+$57	—
Oct 13 23:15	USDCAD	BUY	0.1	1.42618 → 1.42186	12h 0m	−43.2	−$31	—
Oct 9 18:00	USDCAD	BUY	0.1	1.42135 → 1.42688	12h 0m	+55.3	+$39	—
Oct 9 03:30	USDCAD	BUY	0.1	1.42413 → 1.42146	12h 0m	−26.7	−$19	—
Oct 7 00:30	USDCAD	BUY	0.1	1.42535 → 1.42130	12h 0m	−40.5	−$29	—
Oct 6 04:15	USDCAD	BUY	0.1	1.42554 → 1.42630	12h 0m	+7.6	+$5	—
Oct 2 08:30	USDCAD	BUY	0.1	1.42280 → 1.42317	12h 0m	+3.7	+$2	—
Sep 18 16:30	USDCAD	BUY	0.1	1.39794 → 1.40037	12h 0m	+24.3	+$17	—
Sep 8 14:15	USDCAD	BUY	0.1	1.38052 → 1.37823	12h 0m	−22.9	−$17	—
Sep 8 01:15	USDCAD	BUY	0.1	1.38155 → 1.38047	12h 0m	−10.8	−$8	—
Sep 4 05:00	USDCAD	BUY	0.1	1.37721 → 1.37914	12h 0m	+19.3	+$13	—

1–25 of 925

Frosted Hazel◇Strategy

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